Related papers: Some Aspects of Multifractal analysis
We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…
We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…
We study mean convergence results for weighted multiple ergodic averages defined by commuting transformations with iterates given by integer polynomials in several variables. Roughly speaking, we prove that a bounded sequence is a good…
This short note reviews the basic theory for quantifying both the asymptotic and preasymptotic convergence of Markov chain Monte Carlo estimators.
We obtain a partial converse of Vershik's description of ergodic probability measures on a compact metric space with respect to an isometric action by an inductively compact group. This allows us to identify, in this setting, the set of…
The main goal of the paper is to prove convergence in norm and pointwise almost everywhere on $L^p$, $p\in (1,\infty)$, for certain multiparameter polynomial ergodic averages in the spirit of Dunford and Zygmund for continuous flows. We…
To profit from price oscillations, investors frequently use threshold-type strategies where changes in the portfolio position are triggered by some indicators reaching prescribed levels. In this paper, we investigate threshold-type…
For a Dunford-Schwartz operator in a fully symmetric space of measurable functions of an arbitrary measure space, we prove pointwise convergence of the conventional and weighted ergodic averages.
In \cite{[NE]} we introduce $\alpha$-expansions a real numbers in $(0,1]$, given by \[ \sum_{i=1}^{\infty}(\alpha-1)^{i-1}\alpha^{-(d_{1}+\dots+d_{i})}\] with $\alpha>1$ and $d_{i}\in\mathbb{N}$ and discuss ergodic theoretical and dimension…
We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…
Multifractal analysis aims to characterize signals, functions, images or fields, via the fluctuations of their local regularity along time or space, hence capturing crucial features of their temporal/spatial dynamics. Multifractal analysis…
Dyadic data, where outcomes reflecting pairwise interaction among sampled units are of primary interest, arise frequently in social science research. Regression analyses with such data feature prominently in many research literatures (e.g.,…
Most results in multifractal analysis are obtained using either a thermodynamic approach based on existence and uniqueness of equilibrium states or a saturation approach based on some version of the specification property. A general…
In this paper, we study the multifractal spectrum of Birkhoff averages for non-uniformly expanding R\'{e}nyi interval maps with countably many branches. Our main theorem substantially strengthens conditional variational formulas established…
We give an overview of certain aspects of tractability analysis of multivariate problems. This paper is not intended to give a complete account of the subject, but provides an insight into how the theory works for particular types of…
This is a survey on rectifiability. I discuss basic properties of rectifiable sets, measures, currents and varifolds and their role in complex and harmonic analysis, potential theory, calculus of variations, PDEs and some other topics.
This article provides an overview on the statistical modeling of complex data as increasingly encountered in modern data analysis. It is argued that such data can often be described as elements of a metric space that satisfies certain…
In this paper we obtain multifractal generalizations of classical results by L\'evy and Khintchin in metrical Diophantine approximations and measure theory of continued fractions. We give a complete multifractal analysis for Stern--Brocot…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…